+51.3%
GEV vs RUN
-47.1%
+98.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +1.6% | -3.7% | +5.3% | +2.3% |
| 30D | -7.9% | -13.0% | +5.1% | -5.8% |
| 3M | +5.6% | -31.8% | +37.4% | +12.2% |
| 6M | +13.1% | -32.2% | +45.3% | +19.3% |
| YTD | +46.7% | -53.5% | +100.2% | +56.5% |
| 1Y | +51.3% | -46.5% | +97.8% | +57.9% |
| All | +51.3% | -47.1% | +98.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling